| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 2 | 1.2 | 50 | 0 | 7 | (6) | (18) | 0 | 90 |
| 60 | 4 | 3.5 | 53 | 1 | 7 | (4) | (18) | 0 | 95 |
| 120 | 1 | 1.1 | 49 | 0 | 7 | (5) | (33) | (1) | 93 |
| 250 | 3 | 1.8 | 52 | 1 | 9 | (7) | (62) | (1) | 96 |
| 500 | 4 | 2 | 51 | 1 | 10 | (7) | (62) | (1) | 96 |
| 760 | 4 | 2 | 51 | 1 | 10 | (7) | (62) | (2) | 96 |
| 1260 | 3 | 1.8 | 51 | 1 | 8 | (6) | (62) | (2) | 96 |
| 2520 | 6 | 2.3 | 53 | 2 | 11 | (8) | (91) | (2) | 96 |
| All | 4 | 1.9 | 51 | 1 | 10 | (7) | (91) | (3) | 96 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.6 | 0.4 | 0.3 | 0.8 | (0.1) | 0.7 | 0.2 | 0.1 | 0.3 | (0.2) | 0.1 | 0 | 3.1 | 1.6 | 51.1 | 260.2 | (0.3) | (1.1) | 1.4 | 0.6 |
| 2017 | 0.6 | (0.4) | 0.4 | 0.6 | (0.1) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1.1 | 2.2 | 48.9 | 90 | (0.2) | (0.5) | 0.9 | 0.6 |
| 2016 | 0.6 | 2.2 | 1.1 | 0.5 | (0.5) | 1.7 | 0 | 0.4 | 0.6 | (0.3) | 0.4 | (0.4) | 6.3 | 2.5 | 55.2 | 260 | (0.6) | (1.2) | 1.5 | 0.7 |
| 2015 | 1.9 | (0.1) | 0.3 | 1.7 | 0.2 | 0.5 | 0.3 | 0.6 | 0 | 0.1 | (0.3) | 0 | 5.2 | 2.5 | 49.6 | 261 | (0.4) | (0.9) | 1.3 | 0.6 |
| 2014 | 0 | 0.3 | 0 | 0.5 | 0.1 | 0.4 | (0.6) | (0.6) | 0 | 0 | (0.3) | 0.5 | 0.3 | 0.2 | 49.2 | 261 | (0.2) | (1.7) | 1.4 | 0.6 |
| 2013 | (0.2) | (0.4) | (0.1) | 0.9 | (0.4) | 0.8 | 1.1 | 0 | 0.3 | (0.5) | 0.3 | 0.2 | 2 | 1.3 | 50.4 | 260 | (0.3) | (0.9) | 1.3 | 0.6 |
| 2012 | 0.9 | (0.1) | 0.1 | 0.4 | 0 | 0.1 | 0 | 0.3 | 0.6 | (0.4) | 0.4 | (0.4) | 1.9 | 1.7 | 51.2 | 259 | (0.2) | (0.6) | 1.6 | 0.6 |
| 2011 | (0.1) | 0.3 | 1.1 | 0.8 | 0.2 | 0.5 | 1.1 | 0.1 | 0.4 | 1.1 | (0.3) | (0.2) | 5 | 2.3 | 57.4 | 260 | (0.6) | (0.9) | 1.6 | 0.7 |
| 2010 | 0.8 | (0.6) | 0 | (0.1) | 1.5 | 0.9 | 1.5 | 0 | 0.9 | 0.9 | (0.4) | 0.8 | 6.2 | 2.7 | 52.2 | 260 | (0.4) | (1.2) | 1.5 | 0.7 |
| 2009 | 1.2 | (0.1) | 1.2 | 0.8 | 2 | 0.8 | 1.2 | 0.2 | 0.6 | 0.4 | 0.5 | (0.3) | 8.5 | 3 | 54.6 | 261 | (0.5) | (0.9) | 1.6 | 0.7 |
| 2008 | 1.6 | 1.1 | 1.1 | (0.1) | (0.5) | (0.1) | (0.1) | (0.2) | 2.3 | 4.9 | 3.4 | 3 | 16.4 | 3.5 | 59.5 | 262 | (0.9) | (1.9) | 1.4 | 0.7 |
| 2007 | (0.2) | 0.6 | (0.3) | 0.4 | 0 | 0.2 | 0.5 | 0.8 | 0.9 | 1.2 | 2.3 | (0.8) | 5.6 | 2.5 | 53 | 261 | (0.3) | (1.8) | 1.5 | 0.8 |
| 2006 | 0.6 | 0 | 0.8 | 1.4 | 0.7 | (0.5) | 0 | (0.2) | 0.1 | 0.4 | 0.2 | (0.5) | 3 | 1.6 | 51.2 | 260 | (0.3) | (1.2) | 1.7 | 0.7 |
| 2005 | (0.7) | 0.3 | 0 | (0.2) | (0.3) | (0.1) | (0.5) | 0.6 | (0.3) | (0.2) | (0.2) | 0.3 | (1.3) | (0.8) | 39.8 | 259 | (0.3) | (2.1) | 1.8 | 0.6 |
| 2004 | (0.2) | (0.6) | 1.5 | (0.6) | 1 | 0.3 | (0.3) | 0.1 | (0.1) | 1.3 | 0.8 | (0.4) | 2.8 | 1.5 | 50 | 261 | (0.3) | (1.1) | 1.5 | 0.7 |
| 2003 | 0.3 | 0.3 | 0.4 | 0.9 | 0.9 | (0.2) | 0.2 | (0.1) | 1.2 | 0.3 | 0.4 | 1.1 | 5.7 | 3 | 55.2 | 261 | (0.4) | (0.9) | 1.2 | 0.7 |
| 2002 | (0.4) | (0.2) | (0.1) | 1 | 0.7 | 1.2 | 0.4 | 0.5 | 0.3 | 0 | 0 | 1 | 4.4 | 2.3 | 50.4 | 261 | (0.4) | (0.9) | 1.4 | 0.6 |
| 2001 | 0.2 | 0.1 | (0.7) | 0.1 | 0 | (0.5) | 0.6 | 1.3 | 1.5 | (0.8) | (0.3) | (0.2) | 1.3 | 0.6 | 46.3 | 261 | (0.4) | (1.9) | 1 | 0.6 |
| 2000 | (0.3) | 0.1 | 0.3 | (0.6) | 0.3 | 0.5 | (0.6) | 0.5 | 0.1 | (0.6) | 0.4 | 1.1 | 1.2 | 0.5 | 49.4 | 256 | (0.3) | (1.1) | 1.3 | 0.7 |